Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility
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- Apostolos Serletis & Ricardo Rangel-Ruiz, 2007.
"Testing for Common Features in North American Energy Markets,"
World Scientific Book Chapters,in: Quantitative And Empirical Analysis Of Energy Markets, chapter 14, pages 172-187
World Scientific Publishing Co. Pte. Ltd..
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- Apostolos Serletis & Ioannis Andreadis, 2007. "Random Fractal Structures in North American Energy Markets," World Scientific Book Chapters,in: Quantitative And Empirical Analysis Of Energy Markets, chapter 18, pages 245-255 World Scientific Publishing Co. Pte. Ltd..
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